Access Statistics for Nathan Lassance

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Maximizing the Out-of-Sample Sharpe Ratio 0 1 3 33 0 2 6 72
Optimal Portfolio Diversification via Independent Component Analysis 0 0 0 0 0 2 4 18
Portfolio Selection: A Target-Distribution Approach 0 0 0 7 1 1 1 9
Total Working Papers 0 1 3 40 1 5 11 99


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of pricing and hedging performances of equity derivatives models 0 0 0 8 1 2 3 27
Minimum Rényi entropy portfolios 0 0 0 7 0 3 5 36
Portfolio selection with parsimonious higher comoments estimation 0 0 1 5 0 0 3 31
Reconciling mean-variance portfolio theory with non-Gaussian returns 0 0 0 4 1 2 4 17
Total Journal Articles 0 0 1 24 2 7 15 111


Statistics updated 2025-09-05